+11,131.7%
FISV vs SAN
+2,116.5%
+9,015.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -0.3% | +1.8% | -2.1% | -0.9% |
| 30D | -2.1% | +2.0% | -4.0% | -2.6% |
| 3M | -5.7% | +19.7% | -25.5% | -11.1% |
| 6M | -15.3% | +30.6% | -46.0% | -22.7% |
| YTD | -21.1% | +28.8% | -49.9% | -27.9% |
| 1Y | -61.1% | +57.8% | -118.8% | -66.9% |
| 3Y | -56.8% | +338.1% | -395.0% | -73.8% |
| 5Y | -54.2% | +384.2% | -438.4% | -73.8% |
| 10Y | +1.6% | +353.1% | -351.6% | -44.8% |
| All | +11,131.7% | +2,116.5% | +9,015.2% | +3,849.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling